V-Lab: Sanofi MF2-GARCH Volatility Analysis

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V-Lab

Sanofi MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.93% (-1.04%)

Analysis last updated: Friday, May 3, 2024 at 01:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0563	20.93
$β$	0.8141	112.68
$γ$	0.0782	16.31
$λ_{1}$	0.0163	3.99
$λ_{2}$	0.0205	3.12
$λ_{3}$	0.9740	122.01

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

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Volatility Forecasts